+200.4%
W vs ADVB
-88.3%
+288.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | -4.2% | -3.8% | -0.4% | -4.2% |
| 30D | -7.6% | +17.6% | -25.1% | -7.2% |
| 3M | +37.2% | +119.1% | -82.0% | +38.2% |
| 6M | +26.3% | +103.4% | -77.1% | +27.4% |
| YTD | -1.0% | +59.8% | -60.8% | +0.4% |
| 1Y | +20.1% | +8.5% | +11.5% | +21.5% |
| All | +200.4% | -88.3% | +288.7% | +378.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling